+5,648.4%
NI vs FHN
+1,718.9%
+3,929.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.1% | +1.3% | +1.8% | +2.9% |
| 30D | +11.2% | +2.8% | +8.3% | +10.7% |
| 3M | +9.8% | -8.9% | +18.8% | +11.5% |
| 6M | -1.6% | -0.7% | -0.9% | -1.6% |
| YTD | +12.6% | +0.1% | +12.6% | +12.3% |
| 1Y | +7.8% | +10.4% | -2.6% | +5.6% |
| 3Y | +100.5% | +128.8% | -28.3% | +70.9% |
| 5Y | +114.4% | +61.5% | +53.0% | +86.6% |
| 10Y | +193.9% | +83.0% | +110.9% | +134.6% |
| All | +5,648.4% | +1,718.9% | +3,929.6% | +2,946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling